Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 349'523 | 349'523 | 91'674 CHF | 95'174 CHF | 100.00% | 100.00% |
15.05.2024 | 4.15% | 0.27 CHF | 0.28 CHF | 390'000 | 390'000 | 389'284 | 389'284 | 92'219 CHF | 96'119 CHF | 100.00% | 100.00% |
14.05.2024 | 5.00% | 0.21 CHF | 0.22 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 80'273 CHF | 84'373 CHF | 99.95% | 99.95% |
13.05.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 81'206 CHF | 85'506 CHF | 100.00% | 100.00% |
10.05.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 77'114 CHF | 81'414 CHF | 100.00% | 100.00% |
08.05.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 440'000 | 440'000 | 439'826 | 439'826 | 69'992 CHF | 74'392 CHF | 99.63% | 99.63% |
07.05.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 410'000 | 410'000 | 409'782 | 409'782 | 81'616 CHF | 85'716 CHF | 100.00% | 100.00% |
06.05.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 93'486 CHF | 97'686 CHF | 100.00% | 100.00% |
03.05.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 93'370 CHF | 97'670 CHF | 99.93% | 99.93% |
02.05.2024 | 5.16% | 0.18 CHF | 0.19 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 83'216 CHF | 87'616 CHF | 100.00% | 100.00% |